different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …

energy-intensive durables, for the debate on speculation in oil markets, and for oil price forecasting. …

. In particular, we conduct a series of forecasting exercises and compare the performance of models that use oil futures …